NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 101.76 102.39 0.63 0.6% 100.36
High 102.46 103.08 0.62 0.6% 102.09
Low 101.49 102.39 0.90 0.9% 97.89
Close 101.94 103.08 1.14 1.1% 100.20
Range 0.97 0.69 -0.28 -28.9% 4.20
ATR 1.32 1.31 -0.01 -1.0% 0.00
Volume 11,570 8,308 -3,262 -28.2% 24,031
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 104.92 104.69 103.46
R3 104.23 104.00 103.27
R2 103.54 103.54 103.21
R1 103.31 103.31 103.14 103.43
PP 102.85 102.85 102.85 102.91
S1 102.62 102.62 103.02 102.74
S2 102.16 102.16 102.95
S3 101.47 101.93 102.89
S4 100.78 101.24 102.70
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 112.66 110.63 102.51
R3 108.46 106.43 101.36
R2 104.26 104.26 100.97
R1 102.23 102.23 100.59 101.15
PP 100.06 100.06 100.06 99.52
S1 98.03 98.03 99.82 96.95
S2 95.86 95.86 99.43
S3 91.66 93.83 99.05
S4 87.46 89.63 97.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.08 98.77 4.31 4.2% 1.02 1.0% 100% True False 8,457
10 103.08 97.89 5.19 5.0% 0.98 0.9% 100% True False 6,243
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.01
2.618 104.89
1.618 104.20
1.000 103.77
0.618 103.51
HIGH 103.08
0.618 102.82
0.500 102.74
0.382 102.65
LOW 102.39
0.618 101.96
1.000 101.70
1.618 101.27
2.618 100.58
4.250 99.46
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 102.97 102.61
PP 102.85 102.13
S1 102.74 101.66

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols